Table 6.
Outlier detection with TRAMO in the Online_Retail_Ratio time series (Jan 2000–Jan 2022)
| Country | OUT (1) | OUT (2) | OUT (3) | OUT (4) | OUT (5) | OUT (6) | OUT (7) | OUT (8) | OUT (9) | OUT (10) |
|---|---|---|---|---|---|---|---|---|---|---|
| EU27 | LS (6–2021): −0.11 [-7.671] | LS (11–2020): 0.131 [9.141] | AO (7–2020): −0.085 [-5.169] | TC (4–2020): 0.271 [16.049] | TC (3–2020): 0.108 [6.457] | LS (5–2015): 0.091 [6.435] | AO (8–2009): −0.057 [-3.524] | LS (1–2006): −0.052 [-3.712] | AO (6–2000): −0.041 [-2.538] | |
| EU28 | LS (5–2015): 0.078 [6.023] | AO (12–2005): 0.052 [3.274] | ||||||||
| Euro Area 19 | TC (7–2021): −0.127 [-6.924] | TC (1–2021): 0.07 [4.287] | LS (11–2020): 0.124 [7.876] | TC (4–2020): 0.275 [15.286] | TC (3–2020): 0.108 [6.041] | AO (7–2020): −0.096 [-5.481] | LS (5–2015): 0.103 [6.897] | AO (8–2009): −0.06 [-3.459] | LS (1–2006): −0.056 [-3.716] | |
| Belgium | TC (11–2020): 0.237 [4.546] | TC (4–2020): 0.359 [6.913] | AO (11–2008): −0.248 [-4.722] | AO (7–2008): −0.374 [-7.144] | LS (1–2006): −0.559 [-11.922] | AO (5–2001): 0.523 [9.812] | AO (4–2001): 0.231 [4.333] | |||
| Bulgaria | LS (1–2021): −0.24 [-4.114] | |||||||||
| Czechia | LS (5–2021): −0.073 [-5.852] | AO (12–2020): −0.09 [-7.459] | AO (5–2020): 0.061 [6.656] | AO (4–2020): 0.178 [18.193] | LS (3–2020): 0.142 [12.52] | TC (8–2014): 0.121 [16.184] | LS (1–2013): 0.111 [13.906] | LS (12–2008): −0.151 [-18.944] | LS (1–2004): 0.045 [5.568] | AO (5–2000): 0.452 [44.191] |
| Denmark | LS (3–2021): −0.161 [-4.311] | LS (3–2020): 0.183 [4.902] | AO (12–2004): −0.231 [-4.983] | LS (1–2004): 0.194 [5.204] | AO (12–2001): 0.182 [3.912] | AO (8–2001): −0.192 [-4.08] | AO (7–2001): 0.253 [5.387] | TC (2–2001): −0.272 [-6.217] | ||
| Germany | TC (1–2021): 0.194 [7.337] | TC (4–2020): 0.265 [10.23] | LS (5–2015): 0.196 [8.446] | AO (12–2005): 0.099 [3.894] | AO (6–2000): −0.123 [-4.484] | AO (5–2000): 0.112 [4.074] | ||||
| Estonia | TC (4–2020): 0.374 [4.984] | LS (1–2005): −0.381 [-5.052] | TC (8–2003): −0.306 [-4.088] | LS (4–2001): 0.291 [3.859] | ||||||
| Greece | LS (12–2004): −0.546 [-4.184] | |||||||||
| Spain | AO (9–2021): −0.181 [-4.587] | AO (7–2021): −0.255 [-7.796] | AO (7–2020): −0.198 [-6.431] | TC (4–2020): 0.519 [14.508] | LS (3–2020): 0.201 [5.479] | LS (5–2015): 0.219 [6.275] | AO (8–2001): 0.183 [6.349] | AO (2–2001): 0.382 [13.215] | ||
| France | LS (6–2021): −0.141 [-7.295] | LS (2–2021): 0.1 [5.292] | AO (11–2020): 0.206 [10.403] | TC (7–2020): −0.214 [-10.419] | TC (4–2020): 0.172 [7.808] | LS (3–2020): 0.151 [7.447] | LS (8–2015): 0.157 [8.545] | AO (4–2005): 0.082 [4.25] | ||
| Croatia | AO (4–2020): 0.409 [6.357] | AO (8–2019): −0.322 [-4.998] | TC (10–2014): −0.366 [-5.359] | TC (8–2014): 0.48 [7.019] | AO (7–2005): −0.275 [-4.266] | AO (2–2004): 0.315 [4.891] | AO (12–2003): −0.25 [-3.882] | AO (8–2003): −0.315 [-4.896] | ||
| Italy | AO (5–2021): −0.192 [-17.094] | AO (1–2021): 0.048 [4.718] | LS (11–2020): 0.117 [11.338] | LS (6–2020): −0.092 [-9.905] | AO (4–2020): 0.114 [12.281] | LS (3–2020): 0.247 [28.143] | TC (5–2019): −0.032 [-4.527] | AO (12–2018): −0.135 [-19.603] | TC (1–2014): 0.157 [29.273] | AO (1–2010): 0.128 [21.782] |
| Lithuania | AO (3–2021): 8.777 [5.57] | TC (1–2021): 27.845 [16.032] | TC (12–2020): 106.929 [58.167] | LS (11–2020): 25.291 [12.4] | TC (6–2020): −10.686 [-5.922] | TC (5–2020): −25.697 [-15.036] | TC (4–2020): 105.011 [58.766] | TC (3–2020): 27.288 [15.714] | AO (11–2019): −12.908 [-8.995] | TC (4–2018): −8.16 [-5.004] |
| Hungary | TC (4–2020): 0.543 [14.62] | LS (7–2011): 0.206 [8.35] | LS (1–2008): −0.123 [-4.806] | AO (8–2006): 0.082 [3.077] | AO (11–2004): −0.142 [-6.156] | AO (8–2004): −0.16 [-5.844] | AO (10–2003): −0.108 [-4.615] | AO (12–2002): −0.167 [-6.749] | ||
| Netherlands | TC (1–2021): 0.292 [7.055] | TC (4–2020): 0.181 [4.419] | TC (2–2005): 0.237 [5.78] | AO (9–2004): 0.186 [5.309] | AO (8–2002): 0.183 [5.22] | AO (9–2001): 0.152 [4.305] | ||||
| Austria | AO (1–2021): 0.184 [5.52] | TC (11–2020): 0.267 [8.561] | AO (4–2020): 0.284 [8.321] | LS (3–2020): 0.149 [5.667] | ||||||
| Poland | TC (4–2020): 0.254 [4.295] | LS (1–2010): 0.295 [4.886] | LS (1–2008): 0.445 [7.39] | LS (1–2006): 0.546 [9.054] | AO (5–2001): 0.227 [4.415] | TC (10–2000): −0.267 [-4.521] | ||||
| Portugal | TC (12–2020): 0.259 [3.738] | AO (5–2019): 0.243 [4.099] | AO (4–2005): −0.228 [-3.844] | LS (1–2005): −0.692 [-11.59] | TC (1–2001): 0.384 [5.606] | |||||
| Romania | TC (1–2008): −1.624 [-37.838] | LS (12–2005): 1.27 [26.899] | AO (6–2005): 0.69 [17.072] | AO (1–2005): −1.133 [-27.327] | LS (7–2004): 0.448 [7.743] | LS (2–2002): 0.462 [9.506] | LS (1–2001): 0.679 [14.441] | LS (7–2000): −0.38 [-6.528] | AO (5–2000): −0.402 [-7.998] | AO (2–2000): −0.427 [-7.646] |
| Finland | LS (4–2020): 0.259 [10.634] | |||||||||
| Sweden | LS (4–2020): 0.203 [10.393] | TC (4–2019): −0.077 [-3.712] | LS (4–2018): −0.182 [-9.294] | AO (12–2013): 0.083 [4.165] | AO (4–2006): 0.106 [5.175] | TC (2–2006): −0.087 [-4.303] | AO (12–2003): −0.099 [-4.77] | AO (12–2002): −0.104 [-5.003] | AO (10–2002): 0.085 [4.255] | AO (6–2001): 0.116 [5.773] |
| Norway | LS (6–2021): −0.203 [-7.624] | LS (2–2021): 0.146 [5.378] | LS (11–2020): 0.149 [5.543] | LS (6–2020): −0.112 [-3.904] | AO (4–2020): 0.138 [4.22] | LS (3–2020): 0.203 [7.08] | TC (12–2018): −0.131 [-4.498] | AO (9–2004): 0.116 [3.93] | LS (6–2001): −0.139 [-5.283] | |
| United Kingdom | LS (4–2020): 0.349 [12.074] | TC (3–2020): 0.129 [4.453] | LS (12–2002): −0.133 [-4.705] | LS (2–2001): −0.204 [-7.186] | TC (1–2001): −0.113 [-3.931] | |||||
| Turkey | AO (5–2021): 0.124 [3.641] | TC (4–2020): 0.343 [8.118] | AO (11–2019): 0.141 [4.16] | AO (11–2018): 0.183 [5.392] | TC (2–2014): −0.166 [-3.94] |
Content of cells: (a) type of outlier: LS – level shift, TC – transitory change, AO – Additive outlier; (b) month of occurrence in parentheses; (c) magnitude of outlier [t-value].